NPORT-P
false
0001032423
XXXXXXXX
S000052103
C000163958
C000163960
C000163959
Diamond Hill Funds
811-08061
0001032423
549300PZZTQU6QTHS663
325 John H. McConnell Blvd.
Suite 200
Columbus
43215
888-226-5595
DIAMOND HILL HIGH YIELD FUND
S000052103
549300IX4JJDPQVMER45
2020-12-31
2020-03-31
N
213683912.70
12240312.76
201443599.94
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0
USD
N
Berkshire Hathaway Energy Company
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy 4.25%, Due 10/15/2050
084659AW1
500000.00000000
PA
USD
571378.90000000
0.283642121253
Long
DBT
CORP
US
Y
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
Nvidia Corp
549300S4KLFTLO7GSQ80
Nvidia Corporation 3.70%, Due 04/01/2060
67066GAJ3
500000.00000000
PA
USD
541611.70000000
0.268865181202
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.70000000
N
N
N
N
N
N
Delphi Jersey Holdings plc
549300SEU65CJHRH6V04
Delphi Jersey Holdings plc 5.000%, Due 10/01/2025
24718PAA5
750000.00000000
PA
USD
598125.00000000
0.296919336319
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
MARINER FINANCE ISSUANCE TRUST
N/A
Mariner Finance Issuance Trust Series 2018-AA Class D
56846PAD6
275000.00000000
PA
USD
231927.52000000
0.115132731975
Long
ABS-O
CORP
US
Y
2
2030-11-20
Fixed
6.57000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc. 5.875%, Due 11/15/2028
64110LAT3
1800000.00000000
PA
USD
1926000.00000000
0.956098878581
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
AssuredPartners Inc
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS, INC. 7.00%, DUE 08/15/2025
04624VAA7
3375000.00000000
PA
USD
3037500.00000000
1.507866222061
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
7.00000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc. of Maryland 4.00%, Due 04/15/2028
571903AY9
1700000.00000000
PA
USD
1572983.65000000
0.780855609445
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.00000000
N
N
N
N
N
N
QVC, Inc.
549300WBLU5NKPX5X472
QVC INC 5.125%, DUE 07/02/2022
747262AH6
755000.00000000
PA
USD
633476.32000000
0.314468327704
Long
DBT
CORP
US
N
2
2022-07-02
Fixed
5.12500000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company (The) 3.75%, due 02/01/2050
097023CQ6
1500000.00000000
PA
USD
1369987.65000000
0.680084971877
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
SPX Flow Incorporation
5493003YXEKRBINIEM78
SPX Flow, Inc. 5.625%, Due 08/15/2024
78469XAD9
100000.00000000
PA
USD
97000.00000000
0.048152435733
Long
DBT
CORP
US
Y
2
2024-08-15
Fixed
5.62500000
N
N
N
N
N
N
Alliance Data Systems Corporation
549300G8S4PO686J7H97
Alliance Data Systems Corporation 6.375%, Due 04/01/2020
018581AK4
5000000.00000000
PA
USD
3800000.00000000
1.886384080274
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
eBay Inc.
OML71K8X303XQONU6T67
Ebay, Inc. 4.00%, Due 07/15/2042
278642AF0
1465000.00000000
PA
USD
1376036.03000000
0.683087489704
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
4.00000000
N
N
N
N
N
N
CCM Merger Inc. (Motor City)
549300P77RSBKKFME089
CCM Merger, Inc. 6.00%, Due 03/15/2022
14985VAD3
375000.00000000
PA
USD
307500.00000000
0.152648185443
Long
DBT
CORP
US
Y
2
2022-03-15
Fixed
6.00000000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
Continental Airlines Pass-Through Trust 5.500%, Due 04/29/2022
210795QC7
95555.85000000
PA
USD
94099.19000000
0.046712424732
Long
ABS-O
CORP
US
N
2
2022-04-29
Fixed
5.50000000
N
N
N
N
N
N
Speedway Motorsports LLC / Speedway Funding II Inc
N/A
Speedway Motorsports, LLC 4.875%, Due 11/01/2027
84779MAA2
1950000.00000000
PA
USD
1755000.00000000
0.871211594968
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
4.87500000
N
N
N
N
N
N
Pilgrims Pride Corporation
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corporation 5.75%, Due 03/15/25
72147KAC2
2350000.00000000
PA
USD
2361750.00000000
1.172412526733
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
5.75000000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro, Inc. 5.10%, Due 05/15/2044
418056AU1
1200000.00000000
PA
USD
1001217.64000000
0.497021320259
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.10000000
N
N
N
N
N
N
Credit Acceptance Corporation of Michigan
N/A
Credit Acceptance Corporation 5.125%, Due 12/31/2024
225310AN1
900000.00000000
PA
USD
819000.00000000
0.406565410985
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
5.12500000
N
N
N
N
N
N
Host Hotels & Resorts, L.P.
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts 4.75, Due 03/01/2023
44107TAT3
679000.00000000
PA
USD
637078.83000000
0.316256674418
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
CVS HEALTH CORPORATION 4.125%, DUE 04/01/2040
126650DK3
250000.00000000
PA
USD
251316.37000000
0.124757684073
Long
DBT
CORP
US
Y
2
2040-04-01
Fixed
4.125
N
N
N
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc. 4.875%, Due 06/15/2025
60855RAH3
541000.00000000
PA
USD
527475.00000000
0.261847484932
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.87500000
N
N
N
N
N
Nationstar Mortgage LLC
N/A
Mr Cooper Group Inc 6.000%, Due 01/15/2027
63861CAA7
2575000.00000000
PA
USD
2188750.00000000
1.086532409394
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Lear Corporation
549300UPNBTXA1SYTQ33
Lear Corp. 5.25%, Due 05/15/2049
521865AZ8
2350000.00000000
PA
USD
2042006.93000000
1.013686674884
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.25000000
N
N
N
N
N
N
Oportun Fdg X Llc 2018-C
N/A
Oportun Funding LLC Series 2018-C Class D
68376PAD9
500000.00000000
PA
USD
463068.25000000
0.229874888126
Long
ABS-O
CORP
US
Y
2
2024-10-08
Fixed
6.79000000
N
N
N
N
N
N
N/A
N/A
CONCHO RESOURCES INC 3.75% DUE 10/01/2027
20605PAH4
1100000.00000000
PA
USD
933721.17000000
0.463514934342
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.75
N
N
N
N
N
N
Cogent Communications Finance Inc
N/A
Cogent Communications, Inc. 5.625%, Due 04/15/2021
19240BAA3
1675000.00000000
PA
USD
1649875.00000000
0.819025772221
Long
DBT
CORP
US
Y
2
2021-04-15
Fixed
5.62500000
N
N
N
N
N
N
Cimpress PLC
549300X1IFD75XISOR81
Cimpress NV 7.00%, Due 06/15/2026
17186HAC6
8285000.00000000
PA
USD
7290800.00000000
3.619276066438
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
7.00000000
N
N
N
N
N
N
Firstcash inc
549300V2X3UU7K0DG350
FirstCash, Inc. 5.375%, Due 06/01/2024
33767DAA3
2150000.00000000
PA
USD
2058625.00000000
1.021936165067
Long
DBT
CORP
US
Y
2
2024-06-01
Fixed
5.37500000
N
N
N
N
N
N
Floatel International Ltd.
549300WL84OZOSWF0U42
Floatel International Ltd 9.00%, Due 04/11/2024
G3597XAE3
600000.00000000
PA
USD
90000.00000000
0.044677517690
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
9.00000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy, Inc. 5.375%, Due 05/31/2025
25278XAH2
275000.00000000
PA
USD
202790.64000000
0.100668693401
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
5.37500000
N
N
N
N
N
N
Cimarex Energy Corporation
11KYOFXPU1C4CQL1CL44
Cimarex Energy Company 3.90%, Due 05/15/2027
171798AD3
1200000.00000000
PA
USD
870175.27000000
0.431969677993
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA Inc 3.7%, Due 09/01/2030
404119CA5
1200000.00000000
PA
USD
1089457.75000000
0.540825198876
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.70000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate, Inc 3.80%, Due 04/15/2026
015271AP4
100000.00000000
PA
USD
100335.91000000
0.049808437711
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.80000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORPORATION 4.25%, DUE 04/01/2050
126650DL1
500000.00000000
PA
USD
519815.09000000
0.258044976437
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp
N/A
Magnolia Oil and Gas Operating 6.00% 08/01/2026
559665AA2
4205000.00000000
PA
USD
2523000.00000000
1.252459745929
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
6.00000000
N
N
N
N
N
N
United States Cellular Corporation
N/A
US Cellular Corporation 6.70%, Due 12/15/2033
911684AD0
305000.00000000
PA
USD
295904.90000000
0.146892182272
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.70000000
N
N
N
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc. 5.375%, Due 07/15/2024
858912AF5
300000.00000000
PA
USD
297000.00000000
0.147435808379
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
5.37500000
N
N
N
N
N
N
Popular, Inc.
5493008CARDZMVQ3LO89
Popular, Inc. 6.125%, Due 09/14/2023
733174AK2
3600000.00000000
PA
USD
3330000.00000000
1.653068154556
Long
DBT
CORP
US
N
2
2023-09-14
Fixed
6.12500000
N
N
N
N
N
N
Zekelman Industries Inc.
549300S5LMRAKDWWI425
Zekelman Industries, Inc. 9.875%, Due 06/15/2023
98932KAA0
1000000.00000000
PA
USD
970000.00000000
0.481524357333
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
9.87500000
N
N
N
N
N
N
B.A.T. Capital Corporation
2138005GYEXN7XRHFA84
BAT Corporation 4.39%, Due 08/15/2037
05526DBD6
300000.00000000
PA
USD
277955.98000000
0.137982035707
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX Energy, Inc. 5.75%, Due 06/01/2026
98212BAH6
600000.00000000
PA
USD
342000.00000000
0.169774567224
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.75000000
N
N
N
N
N
N
Perrigo Finance Unlimited Company
549300E86RB6YCTMRM83
Perrigo Finance PLC 4.9%, Due 12/15/2044
714295AA0
500000.00000000
PA
USD
564132.73000000
0.280045000272
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.90000000
N
N
N
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX Energy, Inc. 5.250%, Due 09/15/2024
98212BAE3
1475000.00000000
PA
USD
899750.00000000
0.446651072691
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.25000000
N
N
N
N
N
N
Kabbage Asset Securitization
N/A
Kabbage Funding, LLC Series 2019-1 Class D
48283PAH4
250000.00000000
PA
USD
242084.33000000
0.120174743735
Long
DBT
CORP
US
Y
2
2024-03-15
Fixed
5.68800000
N
N
N
N
N
N
Frontier Communications Corporation
549300ZCZ76HYCS0H445
Frontier Communications Corporation 8.0%, Due 04/01/2027
35906ABC1
1375000.00000000
PA
USD
1356135.00000000
0.673208282816
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
8.00000000
N
N
N
N
N
N
GCP Applied Technologies Inc.
5493007G654QKQVEKV09
GCP Applied Technologies Inc 5.5% Due 04/15/2026
36164YAB7
675000.00000000
PA
USD
627750.00000000
0.311625685892
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
Boeing Company 1.65%, Due 10/30/2020
097023BM6
520000.00000000
PA
USD
508400.16000000
0.252378412692
Long
DBT
CORP
US
N
2
2028-10-30
Fixed
1.65000000
N
N
N
N
N
Anheuser-Busch InBev Finance Inc.
5493000EYEKDT0FBSQ91
Bunge Ltd. Finance Corporation 3.75%, Due 09/25/2027
035242AM8
1430000.00000000
PA
USD
1306393.66000000
0.648515842840
Long
DBT
CORP
US
N
2
2027-09-25
Fixed
3.75000000
N
N
N
N
N
N
Bacardi Limited
549300R32WTQNHNN5055
Bacardi LTD. 5.15%, Due 05/15/2038
067316AG4
250000.00000000
PA
USD
261362.01000000
0.129744509171
Long
DBT
CORP
US
Y
2
2038-05-15
Fixed
5.15000000
N
N
N
N
N
N
IAA, Inc.
549300PZCOPC5178W747
IAA Spinco, Inc. 5.5%, Due 06/15/2027
449253AB9
1500000.00000000
PA
USD
1451250.00000000
0.720424972762
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
Qurate Retail Inc
549300SZUIU7Z32Q0664
Liberty Interactive LLC 8.500%. Due 07/15/2029
530715AD3
3840000.00000000
PA
USD
2860800.00000000
1.420149362328
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
8.50000000
N
N
N
N
N
N
Micron Technology Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc. 4.185%, Due 02/15/2027
595112BP7
500000.00000000
PA
USD
506008.10000000
0.251190953771
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.18500000
N
N
N
N
N
N
Ashland Inc.
529900E4L9R04SB8HB11
Ashland Global Holdings Inc 6.875%, Due 05/15/2043
044209AM6
2150000.00000000
PA
USD
2171500.00000000
1.077969218504
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
6.87500000
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy, Inc. 2.875%, Due 12/01/2024
25278XAL3
1000000.00000000
PA
USD
698608.14000000
0.346800861485
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.87500000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro, Inc. 3.90%, due 11/19/2029
418056AZ0
350000.00000000
PA
USD
315234.52000000
0.156487731600
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
N
PROSPER MARKETPLACE ISSUANCE TRUST
N/A
Prosper Marketplace Issuance Trust Series 19-4A Class C
74362GAC5
1000000.00000000
PA
USD
690858.90000000
0.342954008072
Long
ABS-O
CORP
US
Y
2
2026-02-17
Fixed
4.95000000
N
N
N
N
N
N
Fiat Chrysler Automobiles N.V
549300LKT9PW7ZIBDF31
Fiat Chrysler Automobiles N.V. 5.25%, Due 04/15/2023
31562QAF4
1770000.00000000
PA
USD
1680898.20000000
0.834426211853
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.25000000
N
N
N
N
N
B.A.T. Capital Corporation
2138005GYEXN7XRHFA84
BAT Capital Corp. 4.54%, Due 08/15/2047
05526DBF1
1900000.00000000
PA
USD
1733885.93000000
0.860730214569
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
Fortiva Retail Credit Master Note B
N/A
Fortiva Retail Credit Master Note Series 2018-1 Class C
34962AAC6
250000.00000000
PA
USD
254478.23000000
0.126327284696
Long
ABS-O
CORP
US
Y
2
2023-11-15
Fixed
7.73000000
N
N
N
N
N
N
Drivetime Automotive Croup Inc.
N/A
DriveTime Automotive Group, Inc./Bridgecrest 8.00%, DUE 06/01/2021
26209NAK9
3750000.00000000
PA
USD
3318750.00000000
1.647483464844
Long
DBT
CORP
US
Y
2
2021-06-01
Fixed
8.00000000
N
N
N
N
N
N
QVC, Inc.
549300WBLU5NKPX5X472
QVC INC 4.75% Due 02/15/2027
747262AY9
850000.00000000
PA
USD
752432.75000000
0.373520305546
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.75000000
N
N
N
N
N
N
KAR Auction Servic
5493004HKD20LBSG7D03
KAR Auction Services, Inc. 5.125% Due 06/01/2025
48238TAA7
2375000.00000000
PA
USD
2268125.00000000
1.125935497913
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.12500000
N
N
N
N
N
N
Enterprise Products Operating LP
5493004LGN656HWLDA30
Enterprise Prods Operations LLC 3.95%, Due 01/31/2060
29379VBZ5
500000.00000000
PA
USD
420783.17000000
0.208883861351
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
CIG AUTO RECV TR 2017-1
N/A
CIG Auto Receivables Trust Series 2017-1A Class C
171787AC8
400000.00000000
PA
USD
399323.88000000
0.198231107922
Long
ABS-O
CORP
US
Y
2
2024-12-16
Fixed
5.33000000
N
N
N
N
N
N
State Street Institutional Investment Trust
549300P1E098W6ES7M39
State Street Institutional US Government Money Market Fund, Premier Class
857492706
17545985.08000000
NS
USD
17545985.08000000
8.710122875696
Long
STIV
RF
US
N
1
N
N
N
Hillenbrand, Inc.
U246OE781574J2BUD366
Hillenbrand, Inc. 4.50%, Due 09/15/2016
431571AB4
300000.00000000
PA
USD
305729.18000000
0.151769120533
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust Series 2018-RM1 Class A2
147278AB1
200000.00000000
PA
USD
144264.44000000
0.071615300780
Long
ABS-O
CORP
US
Y
2
2048-06-25
Floating
5.87500000
N
N
N
N
N
N
Centennial Resource Production, LLC
5493004CTVUMQLRPOE23
Centennial Resource Production 5.375%, Due 01/15/2026
15138AAA8
170000.00000000
PA
USD
40800.00000000
0.020253808019
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
5.37500000
N
N
N
N
N
N
VOC ESCROW LTD
N/A
VOC Escrow Limited
91832VAA2
505000.00000000
PA
USD
369230.75000000
0.183292370723
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company 6.250%, Due 10/02/2043
37045VAF7
1975000.00000000
PA
USD
1568447.00000000
0.778603539882
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
Forestar Group Inc.
549300BC2UB0GHV60V70
Forestar Group, Inc. 5.00%, Due 03/01/2028
346232AE1
3100000.00000000
PA
USD
2574147.00000000
1.277849979233
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
5.00000000
N
N
N
N
N
N
The Estee Lauder Companies Inc.
549300VFZ8XJ9NUPU221
Estee Lauder Cosmetics, Inc 3.70%, Due 08/15/2042
29736RAF7
950000.00000000
PA
USD
892813.82000000
0.443207835972
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.70000000
N
N
N
N
N
N
SKOPOS AUTO RECEIVABLES TRUST
N/A
SKOPOS Auto Receivables Trust Series 2019-1A Class D
83085DAD7
320000.00000000
PA
USD
239561.44000000
0.118922338595
Long
ABS-O
CORP
US
Y
2
2025-04-15
Fixed
5.24000000
N
N
N
N
N
N
Qurate Retail Inc
549300SZUIU7Z32Q0664
Liberty Interactive, LLC 8.250%, Due 02/01/2030
530715AJ0
300000.00000000
PA
USD
220710.00000000
0.109564165883
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.25000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc. 4.875%, Due 06/15/2030
64110LAV8
300000.00000000
PA
USD
304545.00000000
0.151181273612
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc. 4.875%, Due 11/01/2024
538034AK5
425000.00000000
PA
USD
386903.00000000
0.192065173634
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
4.87500000
N
N
N
N
N
N
Autozone, Inc.
GA3JGKJ41LJKXDN23E90
Autozone, Inc 4.0%, Due 04/15/2030
053332AZ5
600000.00000000
PA
USD
612334.04000000
0.303972943385
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
Century Communities Inc
5299002QMB2O7ZL1CA26
Century Communities, Inc. 6.750%, Due 06/01/2027
156504AL6
1875000.00000000
PA
USD
1517568.75000000
0.753346718611
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment 5.625%, Due 03/15/2026
538034AN9
1975000.00000000
PA
USD
1757750.00000000
0.872576741342
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.62500000
N
N
N
N
N
N
SMALL BUSINESS LENDING TRUST 2020-A
N/A
Small Buiness Lending Trust Series 2020-A Class C
83165WAC0
550000.00000000
PA
USD
506865.43000000
0.251616546840
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
5.01000000
N
N
N
N
N
N
Golden Nugget Inc
91D14OD6M4H1RVBN7R43
Golden Nugget, Inc. 6.75% Due 10/15/2024
38113YAE9
3400000.00000000
PA
USD
2141626.00000000
1.063139261132
Long
DBT
CORP
US
Y
2
2024-10-15
Fixed
6.75000000
N
N
N
N
N
N
QVC, Inc.
549300WBLU5NKPX5X472
QVC, Inc.
747262AW3
1100000.00000000
PA
USD
806132.23000000
0.400177632965
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.45000000
N
N
N
N
N
N
Ashtead Capital Incorporated
213800J1134IW58IC398
Ashtead Capital, Inc 4.0%, Due 05/01/2028
045054AJ2
1250000.00000000
PA
USD
1077500.00000000
0.534889170130
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.00000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc 3.125%, Due 06/15/2026
571903AS2
1020000.00000000
PA
USD
936707.16000000
0.464997230132
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.12500000
N
N
N
N
N
N
US Airways Group Inc.
N/A
U.S. Airways Pass-Through Trust 6.75%, Due 12/03/2022
90345WAE4
202929.74000000
PA
USD
196479.40000000
0.097535687437
Long
ABS-O
CORP
US
N
2
2022-12-03
Fixed
6.75000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises LTD 5.250%, Due 11/15/2022
780153AU6
800000.00000000
PA
USD
579770.98000000
0.287808091283
Long
DBT
CORP
LR
N
2
2022-11-15
Fixed
5.25000000
N
N
N
N
N
N
Forestar Group Inc.
549300BC2UB0GHV60V70
Forestar Group, Inc. 8.000%, Due 04/15/2024
346232AD3
1750000.00000000
PA
USD
1767500.00000000
0.877416805759
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
8.00000000
N
N
N
N
N
N
FS KKR Capital Corporation II
549300WUTLLKJDQKPE21
FS KKR Capital Corp. II 4.25%, Due 02/14/2025
30313RAA7
1575000.00000000
PA
USD
1276610.85000000
0.633731153722
Long
DBT
CORP
US
Y
2
2025-02-14
Fixed
4.25000000
N
N
N
N
N
N
Humana Inc.
529900YLDW34GJAO4J06
Humana, Inc. 4.875%, Due 04/01/2030
444859BN1
1000000.00000000
PA
USD
1075622.06000000
0.533956929046
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.87500000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
General Motors Company, Inc. 5.15%, Due 04/01/2038
37045VAP5
400000.00000000
PA
USD
289533.40000000
0.143729262228
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
Nvidia Corp
549300S4KLFTLO7GSQ80
NVIDIA Corporation 3.50%, Due 04/01/50
67066GAH7
1500000.00000000
PA
USD
1637586.53000000
0.812925568490
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
GTCR AP Finance Inc
N/A
GTCR AP Finance, Inc. 8.00%, Due 05/15/2027
40060QAA3
550000.00000000
PA
USD
506000.00000000
0.251186932794
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
FREED ABS TRUST
N/A
Freedom Financial Series 2019-2 Class C
30312JAC2
1000000.00000000
PA
USD
672170.30000000
0.333676671882
Long
ABS-O
CORP
US
Y
2
2026-11-18
Fixed
4.86000000
N
N
N
N
N
N
Viking Cruises, Ltd.
549300IJP90T4MV2GL84
Viking Cruises Ltd. 6.25%, Due 05/15/2025
92676XAC1
2175000.00000000
PA
USD
1392000.00000000
0.691012273616
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
Enterprise Products Operating LP
5493004LGN656HWLDA30
Enterprise Products Operating, L.P. 5.10%, Due 02/15/2045
29379VBC6
350000.00000000
PA
USD
350103.00000000
0.173797033067
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
5.10000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corp. 3.950%, Due 10/15/2020
143658BA9
900000.00000000
PA
USD
868505.00000000
0.431140527799
Long
DBT
CORP
PA
N
2
2020-10-15
Fixed
3.95000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
Transdigm, Inc. 6.50%, Due 07/15/2019
893647AX5
1485000.00000000
PA
USD
1413942.75000000
0.701905024741
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
6.50000000
N
N
N
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX Energy, Inc. 6.000%, Due 01/15/2022
98212BAD5
220000.00000000
PA
USD
176000.00000000
0.087369367928
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
6.00000000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
Continental Airlines, Inc. 6.25%, Due 04/11/2020
210795QA1
200971.07000000
PA
USD
200840.58000000
0.099700650732
Long
ABS-O
CORP
US
N
2
2021-10-11
Fixed
6.25000000
N
N
N
N
N
N
Summit Materials, LLC/Summit Materials Finance Corp.
549300C97P3BW8QROE16
Summit Materials LLC 6.5%, Due 03/15/2027
86614RAM9
291000.00000000
PA
USD
274995.00000000
0.136512155303
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
6.50000000
N
N
N
N
N
N
RHP Hotel Properties LP / RHP Finance Corporation
N/A
Ryman Hospitality Properties, Inc. 4.75%, Due 10/15/2027
749571AE5
1275000.00000000
PA
USD
956250.00000000
0.474698625463
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
The TJX Companies Inc.
V167QI9I69W364E2DY52
TJX Companies, Inc. 4.50%, Due 04/15/2050
872540AU3
850000.00000000
PA
USD
908021.16000000
0.450757015993
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
State Street Navigator Securities Lending Portfolio I
N/A
2218507.50
NS
USD
2218507.50000000
1.101304534202
Long
STIV
RF
US
N
1
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company LLC 4.271%, Due 01/09/2027
345397A45
2530000.00000000
PA
USD
2156825.00000000
1.070684301036
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27100000
N
N
N
N
N
N
Floatel International Ltd.
549300WL84OZOSWF0U42
Floatel International Ltd 12.75%, Due 04/11/2024
G3597XAD5
600000.00000000
PA
USD
6000.00000000
0.002978501179
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
12.75000000
N
N
N
N
N
N
Mueller Industries Inc.
5493005IZFE4VJLLYG84
Mueller Industries, Inc. 6.0%, Due 3/1/2027
624756AE2
2875000.00000000
PA
USD
2594687.50000000
1.288046629812
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.00000000
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy, Inc 3.25% Due 12/01/2026
25278XAM1
550000.00000000
PA
USD
388145.18000000
0.192681812733
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
Host Hotels & Resorts, L.P.
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts 3.375%, Due 12/15/2029
44107TAY2
3300000.00000000
PA
USD
2782796.25000000
1.381426985433
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.37500000
N
N
N
N
N
N
Sysco Corporation
5RGWIFLMGH3YS7KWI652
Sysco Corporation 5.95, Due 04/01/2030
871829BL0
400000.00000000
PA
USD
421195.18000000
0.209088390063
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
UnitedHealth Group, Inc. 4.45%, due 12/15/2048
404119BZ1
350000.00000000
PA
USD
373613.04000000
0.185467813378
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
Welbilt Inc
549300UR3W71YLZWI068
Welbilt, Inc. 9.50%, Due 02/15/2024
563568AB0
2600000.00000000
PA
USD
2210000.00000000
1.097081267738
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.50000000
N
N
N
N
N
N
Korn Ferry
549300FOD20OM0GT5G40
Korn/ Ferry International 4.625%, Due 12/15/2027
50067PAA7
5150000.00000000
PA
USD
4474062.50000000
2.221000072145
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Energen Corporation
5493002ES6YDYGYRKG86
Energen Corporation 7.125%, Due 02/15/2028
29265AAS5
4375000.00000000
PA
USD
4892004.16000000
2.428473360015
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.12500000
N
N
N
N
N
N
ACCESS PT FDG I LLC 2017-A
5493008D8MH1CEV7F179
Access Point Financial Series 2017-A Class C
00436KAC3
250000.00000000
PA
USD
251531.43000000
0.124864443484
Long
ABS-O
CORP
US
Y
2
2029-04-15
Fixed
5.82000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
TESLA, INC. 5.3% DUE 08/15/2025
88160RAE1
2000000.00000000
PA
USD
1875000.00000000
0.930781618556
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
5.30000000
N
N
N
N
N
Sysco Corporation
5RGWIFLMGH3YS7KWI652
Sysco Corporation 6.60%, Due 04/01/2050
871829BN6
1260000.00000000
PA
USD
1369117.49000000
0.679653009779
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
Wand Merger Corporation
N/A
Wand Merger Corporation 9.125%, Due 07/15/2026
93369KAB1
2400000.00000000
PA
USD
2172000.00000000
1.078217426935
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
9.12500000
N
N
N
N
N
N
iStar Inc
QFFLKWYYS3UPWD86E794
iStar, Inc 4.25%, Due 08/01/2025
45031UCG4
1550000.00000000
PA
USD
1274720.00000000
0.632792503896
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.25000000
N
N
N
N
N
N
Credit Acceptance Corporation of Michigan
N/A
Credit Acceptance 6.625%, Due 03/15/2026
225310AM3
780000.00000000
PA
USD
737100.00000000
0.365908869886
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.62500000
N
N
N
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX Energy, Inc. 5.25%, Due 10/15/20207
98212BAJ2
1775000.00000000
PA
USD
976250.00000000
0.484626962728
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III B.V.
5493004T21MOAFINJP35
Teva Pharmaceuticals 3.15%, Due 10/01/2026
88167AAE1
5650000.00000000
PA
USD
4759277.50000000
2.362585607791
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
LENDINGPOINT 2019-2 ASSET SECURITIZATION TRUST
N/A
Lending Point Asset Securitization Series 2019-2 Class C
52605WAC3
441000.00000000
PA
USD
384077.84000000
0.190662716569
Long
ABS-O
CORP
US
Y
2
2025-11-10
Fixed
4.66000000
N
N
N
N
N
N
Summit Materials, LLC/Summit Materials Finance Corp.
549300C97P3BW8QROE16
Summit Materials LLC 6.125%, Due 07/15/2023
86614RAG2
1975000.00000000
PA
USD
1955250.00000000
0.970619071830
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
6.12500000
N
N
N
N
N
N
FS KKR Capital Corp
549300TYRSI1T21B1360
FS KKR Capital Corporation 4.125%, Due 02/01/2025
302635AE7
2625000.00000000
PA
USD
2134983.51000000
1.059841817082
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.12500000
N
N
N
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc 3.95%, Due 04/01/2030
071813BW8
1000000.00000000
PA
USD
1081285.08000000
0.536768147671
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC 4.50%, Due 02/15/2028
857691AG4
3659000.00000000
PA
USD
2963790.00000000
1.471275335072
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
RHP Hotel Properties LP / RHP Finance Corporation
549300SJMSMA2471GA96
RHP Hotel Properties, LP 5.0%, Due 04/15/2023
749571AD7
1175000.00000000
PA
USD
916500.00000000
0.454966055150
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.00000000
N
N
N
N
N
N
Sysco Corporation
5RGWIFLMGH3YS7KWI652
Sysco Corporation 3.30%, Due 02/15/2050
871829BJ5
2200000.00000000
PA
USD
1595393.32000000
0.791980147532
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.30000000
N
N
N
N
N
N
Juniper Networks
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc. 5.95%, Due 03/15/2041
48203RAD6
500000.00000000
PA
USD
486231.23000000
0.241373382001
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
5.95000000
N
N
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc 4.20%, Due 05/01/2030
446413AP1
1000000.00000000
PA
USD
1035326.48000000
0.513953523620
Long
DBT
CORP
US
Y
2
2030-05-01
Fixed
4.20000000
N
N
N
N
N
N
Wand Merger Corporation
N/A
Nationstar Mortgage Holdings, Inc. 8.125%, Due 07/15/2023
93369KAA3
416000.00000000
PA
USD
406764.80000000
0.201924906088
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
8.12500000
N
N
N
N
N
N
Viking Cruises, Ltd.
549300IJP90T4MV2GL84
Viking Cruises Ltd. 5.875%, Due 09/15/2027
92676XAD9
1875000.00000000
PA
USD
1097081.25000000
0.544609632833
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
O'Reilly Automotive, Inc 4.20%, Due 04/01/2030
67103HAJ6
900000.00000000
PA
USD
932046.95000000
0.462683823302
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.2
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro, Inc. 6.35%, Due 03/15/2040
418056AS6
4300000.00000000
PA
USD
4104742.16000000
2.037663227435
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.35000000
N
N
N
N
N
N
Welltec A/S
549300RE9BETU7WX4L49
Welltec A/S 9.50%, Due 12/01/2022
950399AB1
4550000.00000000
PA
USD
4277000.00000000
2.123174924035
Long
DBT
CORP
US
Y
2
2022-12-01
Fixed
9.50000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos, LLC 5.0%, Due 10/01/2025
857691AF6
425000.00000000
PA
USD
353944.25000000
0.175703894343
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Twitter Inc
549300I8RX485XMK6836
Twitter, Inc. 3.875%, Due 12/15/2027
90184LAG7
2000000.00000000
PA
USD
1923750.00000000
0.954981940638
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
3.87500000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corporation 5.20%, due 02/15/2049
22822VAM3
2000000.00000000
PA
USD
2256126.18000000
1.119979081326
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.20000000
N
N
N
N
N
N
Apergy Corp
549300EP2909K6DYYP38
Apergy Corp 6.375%, Due 05/01/2026
03755LAC8
3205000.00000000
PA
USD
2467850.00000000
1.225082355922
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
Mobile Mini, Inc.
529900IYC4GQUZJ42W95
Mobile Mini, Inc. 5.875%, Due 07/01/2024
60740FAM7
1275000.00000000
PA
USD
1220812.50000000
0.606031911842
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.87500000
N
N
N
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc 4.20%, Due 06/01/2030
681919BC9
900000.00000000
PA
USD
928070.45000000
0.460709821645
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.20000000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation 3.60%, Due 04/01/2050
68389XBX2
1450000.00000000
PA
USD
1444154.31000000
0.716902552590
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
Nathans Famous Inc
54930034SKNSF1JIE673
Nathan's Famous, Inc. 6.625%, Due 11/01/2025
632347AC4
2850000.00000000
PA
USD
2650500.00000000
1.315752895991
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
FREED ABS TRUST
N/A
Freedom Financial SERIES 20-FP1 CLASS C
35634TAC0
1000000.00000000
PA
USD
787206.30000000
0.390782482160
Long
ABS-O
CORP
US
Y
2
2027-03-18
Fixed
4.37000000
N
N
N
N
N
N
Sysco Corporation
5RGWIFLMGH3YS7KWI652
Sysco Corporation 2.40%, DUE 02/15/2030
871829BK2
1300000.00000000
PA
USD
1068004.74000000
0.530175562945
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
Mylan NV
549300A0CD4KNFGIIS89
Mylan NV 5.25%, Due 06/15/2046
62854AAP9
790000.00000000
PA
USD
754735.83000000
0.374663593295
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
5.25000000
N
N
N
N
N
N
Grubhub Holdings Inc
N/A
GrubHub Holdings, Inc. 5.50%, Due 07/01/2027
40010PAA6
5225000.00000000
PA
USD
4624125.00000000
2.295493627684
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
5.50000000
N
N
N
N
N
N
2020-05-29
Diamond Hill Funds
Julie Roach
Julie Roach
Treasurer
XXXX